+15.3%
SHW vs HWM
+743.6%
-728.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -3.2% | -2.1% | -1.1% | -2.8% |
| 30D | -9.5% | -11.0% | +1.5% | -6.6% |
| 3M | +11.5% | +4.0% | +7.4% | +9.5% |
| 6M | -3.5% | -0.2% | -3.3% | -4.3% |
| YTD | +3.7% | +26.7% | -22.9% | -4.2% |
| 1Y | -7.9% | +44.7% | -52.6% | -18.5% |
| 3Y | +24.7% | +426.1% | -401.4% | -31.6% |
| All | +15.3% | +743.6% | -728.3% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling